Derivatives : Valuation and risk management

By:

Dubofsky David A

Contributor(s):

Miller Thomas W

Publication details: New York Oxford University Press 2003Description: 646p xxvISBN:

9780195114706

Subject(s):

1.Company Law - Derivatives2.Derivatives - Valuation - Risk Management

DDC classification:

346.066600 DUB

Contents:

Table of contents 1. An Overview of Derivative Contracts ; 2. Risk and Risk Management ; 3. Introduction to Forward Contracts ; 4. Using Forward Contracts to Manage Risk ; 5. Determining Forward Prices and Futures Prices ; 6. Introduction to Futures ; 7. Risk Management with Futures Contracts ; 8. Stock Index Futures ; 9. Treasury Bond and Treasury Note Futures ; 10. Treasury Bill and Eurodollar Features ; 11. An Introduction to Swaps ; 12. Using Swaps to Manage Risk ; 13. Pricing and Valuing Swaps ; 14. Introduction to Options ; 16. Arbitrage Restrictions on Option Prices ; 17. The Binomial Option Pricing Model ; 18. Continuous Time Option Pricing Models ; 19. Risk Management for Using Options ; 20. Current Topics in Risk Management

List(s) this item appears in: Stock 2022 - Rohini | Consolidated list of Stock Verification-2022

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
BOOKs	National Law School	346.0666 DUB (Browse shelf(Opens below))	Available		19928

Table of contents
1. An Overview of Derivative Contracts ;
2. Risk and Risk Management ;
3. Introduction to Forward Contracts ;
4. Using Forward Contracts to Manage Risk ;
5. Determining Forward Prices and Futures Prices ;
6. Introduction to Futures ;
7. Risk Management with Futures Contracts ;
8. Stock Index Futures ;
9. Treasury Bond and Treasury Note Futures ;
10. Treasury Bill and Eurodollar Features ;
11. An Introduction to Swaps ;
12. Using Swaps to Manage Risk ;
13. Pricing and Valuing Swaps ;
14. Introduction to Options ;
16. Arbitrage Restrictions on Option Prices ;
17. The Binomial Option Pricing Model ;
18. Continuous Time Option Pricing Models ;
19. Risk Management for Using Options ;
20. Current Topics in Risk Management

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